Here are a list of instructions to compile GHC, from source, on Windows. I tested these instructions on a clean machine using the free Windows 10 VirtualBox image (I bumped the VM CPUs to 4, and RAM to 4096Mb).

The first step is to install Stack (I just accepted all the defaults), then open a command prompt and run:

The entire process (after the VM has downloaded) takes a bit less than an hour. These steps use the Stack supplied tools (MinGW, Git), and the new Shake-based build system. The hope is that by using the isolation Stack provides, combined with the portability improvements from writing the build system in Haskell, these instructions will work robustly on many Windows machines.

I have not tried these instructions on other platforms, but suspect that removing the pacman line might be sufficient to get it to work.

Update: Instructions simplified following improvements to the build system.